What mirror download does UK need?
It doesn't matter if you choose Germany or Netherlands as both are right next to each other but US is far further away if you live in the UK. As far as I know there is no major difference in speed when using the Netherland mirror 1 or 2. MSI is the installer and the zip has the actual program in it thus using the zip will mean that the Blender won't show up in your program files.